Handbook 1996 : Faculty of Science (Volume 4 page 237)
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619-310 Probability

Note: Special requirement: An electronic calculator of an approved type (refer to Department of Statistics Office).

Credit points: 15.0

Coordinator: Dr H Cohn

Prerequisite: Statistics 619-202. Mathematics 618-201 is recommended

Contact: 39 lectures (three a week)

Timetable: Second semester

Objectives:

Students completing this subject should:

Comprehend:

• elementary abstract probability theory with its emphasis on probability spaces, random variables and stochastic processes;
• the basic methods used in Probability particularly involving characteristic functions;
• the concepts of probabilistic convergence and limit results.
• Have developed the skills:
• to handle operations with random variables, distributions and characteristics functions;
• to derive convergence properties using inequalities and transforms of random variables;
• to analyse and interpret probabilistic properties in practical situations.

Appreciate:

• the importance of probability theory in the study of real life phenomena;
• the importance of probability theory as a basis of the theory of Statistics.

Content:

Basic methods in probability and distribution theory for discrete and continuous sample spaces; some convergence and limit theorems; distribution functions, generating functions, characteristic functions; random sums and their applications; Brownian motion; introduction to diffusion processes.

Assessment:

A 3-hour written examination; up to 50 pages of assignments may be assessed.

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Handbook 1996 : Faculty of Science (Volume 4 page 237)

Status:          Official 1996
Date created:    Oct  9 1995
Last modified:   Oct  9 1995
Authorised by:   Academic Registrar
Email enquiries: Course_Information@registrar.unimelb.edu.au

Copyright © University of Melbourne 1995,1996.